+25.0%
FLEX vs SWKS
+14.2%
+10.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.9% | -9.4% | -11.8% |
| 7D | -17.0% | -4.9% | -12.0% | -16.1% |
| 30D | -33.8% | -1.2% | -32.7% | -33.5% |
| 3M | -39.0% | +24.2% | -63.2% | -41.2% |
| 6M | -15.9% | +21.5% | -37.4% | -19.3% |
| YTD | +27.8% | +33.5% | -5.7% | +18.7% |
| 1Y | +25.0% | +18.9% | +6.0% | +28.6% |
| All | +25.0% | +14.2% | +10.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling